Using the generalized likelihood ratio statistic for sequential detection of a change-point (Q1895358): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q930660 |
||
| Property / author | |||
| Property / author: David O. Siegmund / rank | |||
Revision as of 11:43, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using the generalized likelihood ratio statistic for sequential detection of a change-point |
scientific article |
Statements
Using the generalized likelihood ratio statistic for sequential detection of a change-point (English)
0 references
16 August 1995
0 references
sequential detection
0 references
change-point
0 references
generalized likelihood ratio statistic
0 references
normal mean
0 references
approximations to the average run lengths
0 references
CUSUM tests
0 references
combined CUSUM-Shewhart tests
0 references
